You want stories, okay. Before I go on, I'm not saying I put this down to ghosts or spirits or whatever. Just happenings. I don't believe in ghosts. Anyway, my gran, who was very rational, sober and skeptical had a few things happen in her life. She could never explain it.
She worked in a very old neighbourhood in a UK town. The buildings she cleaned were all around 16th century in origin. Court houses, religious buildings, civic buildings etc. One time a plasterer was in the basement of this abbey doing some work on a scaffold. He saw a hooded figure come through the wall, cross the floor, and go throught the other wall. My gran had to calm him down as he was screaming, and vowed never to work there again, he just left. Another time, she and her friend were cleaning some offices, and they saw a light in the skirting board. They got on their hands and knees to look into the hole, and were looking into an old workshop, with a guy wearing old-fashioned clothes from the 17th century or something. She shouted 'Who the bloody hell are you, and what room are you in?' He looked up to her and turned away. Her friend saw the same thing. They checked the lower levels and a room like that didn't exist. (They checked everything). Once she cleaned some lawyer's office, and locked it. Then she carried on doing the hallway. There is only one way to the office, and nobody passed her. She remembered that she left something in there, went back for it, unlocked the door, and everything had been moved. Papers, pens, files opened etc. Unless spiderman got in or somebody did a 'mission impossible'... I dunno. She would always say 'How the hell?' and scratch her head over it, but never attributed it to spooks, she was very level-headed.
This sort of thing will never be able to be researched properly, I believe. I've heard too many rational people who I respect tell tales of stuff that's happened to them, for me to say that they never happened. The actual explanation will probably be a long way off for any of us.